Question: Exercise 2.10 Let X be a continuous random variable taking values on IR, and suppose that it has a finite mean. Prove that where F(x)

Exercise 2.10 Let X be a continuous random variable taking values on IR, and suppose that it has a finite mean. Prove that

E[X] = 0 La (1 - F(x))dx- F(x)dx, -00

where F(x) denotes the distribution function of X.

E[X] = 0 La (1 - F(x))dx- F(x)dx, -00

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